One of my favorite new pastimes, the idea first given to me by my own Labouredcontrolled's coin-crazy Duke, is a vault with commemorative coins for each year of the fort, made out of whatever metal you have spare at the time. Once a vault is full (don't use bins, so all those lovely coins are on display!), seal it with a floodgate, and dig out another. Few things as dwarfy as rooms full of treasure!
Roads connecting all above ground structures, with bonus points if you make them raised, or line them with statuary. Be sure to designate them for traffic too! It slows the little guys down sometimes, but it looks right proper.
Statuary niches along major hallways, with dwarf-pleasing images. Alternatively, place statues in the niches of the hallway to your mausoleum that either show glorious depictions of dwarven might, or terrifying images of hellish beasts.
A hunter's lodge, with quarters for your animal slaying, food providing chaps, with 1x1 totem stockpiles along the walls to display impressive/exotic kills, a recessed fireplace (wood furnace), small table and chair clusters and a private stockpile of booze (only the best) and fine food. Give it a wood floor for that cozy feel, and maybe intersperse 1x1 stockpiles for tanned skins on the floor, and once a skin is place, forbid it and remove the stockpile, leaving you with animal skin rugs!
I love making fortresses a right and proper home, even if it's impractical or doesn't give any real benefit.